+61.6%
AG vs NUE
+599.8%
-538.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.4% |
| 7D | -6.7% | -0.6% | -6.1% | -6.6% |
| 30D | +2.2% | -4.6% | +6.7% | +3.3% |
| 3M | +15.7% | -0.3% | +16.0% | +15.1% |
| 6M | -23.8% | +51.9% | -75.7% | -32.8% |
| YTD | +17.6% | +60.0% | -42.3% | +2.2% |
| 1Y | +88.6% | +82.9% | +5.7% | +57.5% |
| 3Y | +253.4% | +66.0% | +187.5% | +195.7% |
| 5Y | +62.4% | +149.0% | -86.5% | +19.4% |
| All | +61.6% | +599.8% | -538.2% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NUE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling